Time varing behavior of credit risks and the macroeconomic environment
Keywords:Optimal Credit Risk, Realized Credit Risk, Variable Time Varying Behavior
In this research, the effect of realized and optimal credit risks status of accepted banks in Tehran Stock Exchange in different periods and in different time conditions, during the periods 2005-2017, has been investigated. The results of the research hypotheses show that the calculated optimal credit risk is a function of time and an optimal level of credit risk should be selected according to the time examined.It is worth noting that in the course of explanatory variables have a significant effect on credit risk, the rate of return on assets and return of equity also has a positive effect on credit risk.
How to Cite
Copyright (c) 2022 Journal of Economics and Business Issues
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
All articles published in this journal are licensed under a
Creative Commons Attribution-NonCommercial 4.0 International License